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- YAMAMOTO Yohei
- Graduate School of Economics
- YAMAMOTO Yohei
- Curriculum Vitae
- Research Work
Books and Other Publications
| 1. | 統計学15講
山本 庸平 (Sole author) 新世社 2017.12 (ISBN : 9784883842674) |
|---|---|
| 2. | 「グローバル・ショックに対する地域経済の反応」（小川光編『グローバル化とショック波及の経済学』所収） （共著）
山本 庸平 (Joint author) 有斐閣 2016.10 (ISBN : 9784641164857) |
Papers
| 1. | On the persistence of near‐surface temperature dynamics in a warming world (Peer-reviewed) Francisco Estrada, Pierre Perron, Yohei Yamamoto Annals of the New York Academy of Sciences 2023.12 
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| 2. | Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices
Tetsushi Horie, Yohei Yamamoto Journal of Econometric Methods 2023.3
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| 3. | Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields (jointly worked) (Peer-reviewed) Rasmus Fatum, Naoko Hara, Yohei Yamamoto forthcoming in Journal of Money, Credit and Banking 2023.1
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| 4. | Anthropogenic Influence on Extremes and Risk Hotspots (Peer-reviewed) Francisco Estrada, Pierre Perron, Yohei Yamamoto Scientific Reports Vol.13,No.35 2023.1
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| 5. | A Cross-Sectional Method for Right-Tailed PANIC Tests under a Moderately Local to Unity Framework (jointly worked)) (Peer-reviewed) Yohei Yamamoto, Tetsushi Horie forthcoming in Econometric Theory Vol.39,No.2,pp.1-23 2022.3
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| 6. | Identifying Factor‐Augmented Vector Autoregression Models via Changes in Shock Variances (jointly worked) (Peer-reviewed) Yohei Yamamoto, Naoko Hara Journal of Applied Econometrics Vol.37,No.4,pp.722-745 2022.2
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| 7. | Structural Change Tests under Heteroskedasticity: Joint Estimation versus Two‐Steps Methods (jointly worked) (Peer-reviewed) Pierre Perron, Yohei Yamamoto Journal of Time Series Analysis Vol.43,No.3,pp.389-411 2021.9
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| 8. | The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence (jointly worked) (Peer-reviewed) Pierre Perron, Yohei Yamamoto Empirical Economics Vol.62,pp.1193-1218 2021.4
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| 9. | Testing for Changes in Forecasting Performance (jointly worked) (Peer-reviewed) Pierre Perron, Yohei Yamamoto Journal of Business and Economic Statistics Vol.39,No.1,pp.148-165 2021.1
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| 10. | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model (jointly worked) (Peer-reviewed) Pierre Perron, Yohei Yamamoto, Jing Zhou Quantitative Economics Vol.11,pp.1019-1057 2020.7
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| 11. | Reserves and Risk: Evidence from China (jointly worked)
Rasmus Fatum, Takahiro Hattori, Yohei Yamamoto Federal Reserve Bank of Dallas, Globalization Institute Working Paper 387 2020.5
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| 12. | Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model (jointly worked) (Peer-reviewed) Pierre Perron, Yohei Yamamoto Econometrics Vol.7,No.2,pp.1-22 2019.5
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| 13. | Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions (Peer-reviewed) Yohei Yamamoto Journal of Applied Econometrics Vol.34,No.2,pp.247-267 2019.3
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| 14. | A Modified Confidence Set for the Structural Break Date in Linear Regression Models (Peer-reviewed) Yohei Yamamoto Econometric Reviews Vol.37,No.9,pp.974-999 2018.10
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| 15. | The Exchange Rate Effects of Macro News after the Global Financial Crisis (Peer-reviewed) Yin-Wong Cheung, Rasmus Fatum, Yohei Yamamoto Journal of International Money and Finance Vol.95,pp.424-443 2018
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| 16. | Is the Renminbi a safe haven? (Peer-reviewed) Rasmus Fatum, Yohei Yamamoto, Guozhong Zhu Journal of International Money and Finance Vol.79,pp.189-202 2017.12
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| 17. | Intra-safe haven currency behavior during the global financial crisis (Peer-reviewed) Rasmus Fatum, Yohei Yamamoto Journal of International Money and Finance Vol.66,pp.49-64 2016.9
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| 18. | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Peer-reviewed) Pierre Perron, Yohei Yamamoto ECONOMETRIC REVIEWS Vol.35,No.5,pp.782-844 2016.5
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| 19. | Forecasting With Nonspurious Factors in US Macroeconomic Time Series (Peer-reviewed) Yohei Yamamoto Journal of Business and Economic Statistics Vol.34,No.1,pp.81-106 2016.1
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| 20. | Testing for factor loading structural change under common breaks (Peer-reviewed) Yohei Yamamoto, Shinya Tanaka Journal of Econometrics Vol.189,No.1,pp.187-206 2015.11
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| 21. | Confidence sets for the break date based on optimal tests (Peer-reviewed) Eiji Kurozumi, Yohei Yamamoto ECONOMETRICS JOURNAL Vol.18,No.3,pp.412-435 2015.10
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| 22. | Asymptotic Inference for Common Factor Models in the Presence of Jumps
Yohei Yamamoto Graduate School of Economics Hitotsubashi University Discussion Paper No.2015-05 2015.7
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| 23. | USING OLS TO ESTIMATE AND TEST FOR STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS (Peer-reviewed) Pierre Perron, Yohei Yamamoto Journal of Applied Econometrics Vol.30,No.1,pp.119-144 2015.1
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| 24. | On Structural Change and Forecasting Performance Stability of Japanese Phillips Curve Models (in Japanese) (Peer-reviewed) Yohei Yamamoto Journal of the Japan Statistical Society Vol.44,No.1,pp.75-95 2014.9
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| 25. | Large versus small foreign exchange interventions (Peer-reviewed) Rasmus Fatum, Yohei Yamamoto Journal of Banking and Finance Vol.43,pp.114-123 2014.6
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| 26. | A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS (Peer-reviewed) Pierre Perron, Yohei Yamamoto Econometric Theory Vol.30,No.2,pp.491-507 2014.4
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| 27. | Estimating and testing multiple structural changes in linear models using band spectral regressions (Peer-reviewed) Yohei Yamamoto, Pierre Perron Econometrics Journal Vol.16,No.3,pp.400-429 2013.10
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| 28. | Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields (Peer-reviewed) Rasmus Fatum, Naoko Hara, Yohei Yamamoto Journal of Money, Credit and Banking 2013.1
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| 29. | Time Instability of the US monetary system: Multiple Break Tests and Reduced Rank TVP VAR (jointly worked)
Yohei Yamamoto, Dukpa Kim Working Paper, University of Virginia 2012.1
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Presentations
| No. | Name of subject/Conference Name | Year | Site |
|---|---|---|---|
| 1. | The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence(Seminar (National Chengchi University)) |
Holding date :
Presentation date : 2020.5.29 |
国立政治大学，台湾台北市（オンライン） |
| 2. | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Nanyang Econometrics Workshop) |
Holding date :
Presentation date : 2020.1.16 |
南洋理工大学，シンガポール |
| 3. | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(Applied Statistics and Econometrics Workshop and Data Science Workshop) |
Holding date :
Presentation date : 2019.11.21 |
東北大学 |
| 4. | The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence(Macro Workshop) |
Holding date :
Presentation date : 2019.11.1 |
早稲田大学 |
| 5. | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(Economics Seminar) |
Holding date :
Presentation date : 2019.10.20 |
国立台北大学，台湾新北市 |
| 6. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Helsinki Graduate School of Economics Seminar) |
Holding date :
Presentation date : 2019.9.22 |
ヘルシンキ大学，フィンランド・ヘルシンキ市 |
| 7. | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(NBER-NSF Time Series Conference) |
Holding date :
Presentation date : 2019.8.14 |
香港中文大学，香港 |
| 8. | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(15th International Symposium on Econometric Theory and Applications) |
Holding date :
Presentation date : 2019.6.1 |
大阪大学 |
| 9. | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Pi-Day Econometrics Conference at Boston University) |
Holding date :
Presentation date : 2019.3.14 |
ボストン大学，アメリカ合衆国 |
| 10. | *Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(12th International Conference on Computational and Financial Econometrics) |
Holding date :
Presentation date : 2018.12.14 |
ピサ大学，イタリア |
| 11. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Midwest Econometric Conference) |
Holding date :
Presentation date : 2018.10.27 |
ウィスコンシン大学，アメリカ合衆国 |
| 12. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Econometrics Seminar) |
Holding date :
Presentation date : 2018.10.19 |
ボストン大学，アメリカ合衆国 |
| 13. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(CIREQ Seminar) |
Holding date :
Presentation date : 2018.10.5 |
マギル大学，カナダ |
| 14. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(5th Conference of International Association for Applied Econometrics) |
Holding date :
Presentation date : 2018.6.27 |
ケベック大学モントリオール校，カナダ |
| 15. | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Economic Seminar) |
Holding date :
Presentation date : 2017.8.14 |
中央研究院，台湾台北市 |
| 16. | *Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Workshop on Advances in Econometrics 2017) |
Holding date :
Presentation date : 2017.6.28 |
函館市 |
| 17. | Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(4th Conference of International Association for Applied Econometrics) |
Holding date :
Presentation date : 2017.6.26 |
札幌市 |
| 18. | *Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Workshop on Macroeconomic and Financial Time Series Analysis) |
Holding date :
Presentation date : 2017.6.1 |
ランカスター大学，英国ランカスター市 |
| 19. | Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(10th International Conference on Computational and Financial Econometrics) |
Holding date :
Presentation date : 2016.12.9 |
セビリア大学，スペイン |
| 20. | Testing for Speculative Bubbles in Large Dimensional Financial Panel Data Sets(Japan-Korea Allied Conference in Econometrics) |
Holding date :
Presentation date : 2016.11.19 |
一橋大学 |
| 21. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(12th International Symposium on Econometric Theory and Applications) |
Holding date :
Presentation date : 2016.10.15 |
ウエスタンオンタリオ大学、カナダ |
| 22. | *Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Hitotsubashi Summer Institute Workshop) |
Holding date :
Presentation date : 2016.8.1 |
一橋大学 |
| 23. | Is the Renminbi a Safe Haven?(Twelfth Annual Conference of Asia-Pacific Economic Association) |
Holding date :
Presentation date : 2016.7.13 |
International Management Institute Kolkata, インド・カルカッタ市 |
| 24. | *Asymptotic Inference for Common Factor Models in the Presence of Jumps(The 25th South Taiwan Statistics Conference) |
Holding date :
Presentation date : 2016.6.24 |
国立中山大学, 台湾高雄市 |
| 25. | *Asymptotic Inference for Common Factor Models in the Presence of Jumps(AJRC and HIAS Joint Conference on Recent Issues in Finance and Macroeconomics) |
Holding date :
Presentation date : 2016.3.21 |
オーストラリア国立大学，豪州キャンベラ市 |
| 26. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(Society for Nonlinear Dynamics and Econometrics 24th Annual Symposium) |
Holding date :
Presentation date : 2016.3.10 |
アラバマ大学，米国アラバマ州タスカルーサ市 |
| 27. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(12th International Symposium on Econometric Theory and Applications) |
Holding date :
Presentation date : 2016.2.17 |
ワイカト大学，ニュージーランド・ハミルトン市 |
| 28. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(9th International Conference on Computational and Financial Econometrics) |
Holding date :
Presentation date : 2015.12.12 |
ロンドン大学，英国ロンドン市 |
| 29. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(Econometrics Seminar) |
Holding date :
Presentation date : 2015.9.29 |
Keio University, Japan |
| 30. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(Japanese Joint Statistical Meeting) |
Holding date :
Presentation date : 2015.9.6 |
Okayama University, Japan |
| 31. | *Asymptotic Inference for Common Factor Models in the Presence of Jumps(Hitotsubashi Summer Institute) |
Holding date :
Presentation date : 2015.8.4 |
一橋大学 |
| 32. | A Modified Confidence Set for the Structural Break Date in Linear Regression Models(The 2nd Conference of International Association for Applied Econometrics) |
Holding date :
Presentation date : 2015.6.25 |
マケドニア大学，ギリシア |
| 33. | *Intra-Safe Haven Currency Behavior During the Global Financial Crisis(International Conference on the New Normal in the Post-Crisis Era) |
Holding date :
Presentation date : 2015.5.21 |
香港城市大学，香港 |
| 34. | A Modified Confidence Set for the Structural Break Date in Linear Regression Models(-) |
Holding date :
Presentation date : 2015.1.10 |
大阪大学 |
| 35. | On Structural Change and Forecast Performance Stability in Japanese Phillips Curve Models(-) |
Holding date :
Presentation date : 2015.1.9 |
Research Center for Advanced Science and Technology, The University of Tokyo, Japan |
| 36. | *A Modified Confidence Set for the Structural Break Date in Linear Regression Models(Sogan-Hitotsubashi Conference on Econometrics) |
Holding date :
Presentation date : 2014.12.13 |
西江大学，韓国 |
| 37. | Testing for Factor Loading Structural Change under Common Breaks(Canadian Econometric Study Group Annual Meeting) |
Holding date :
Presentation date : 2014.10.5 |
サイモンフレーザー大学，カナダ |
| 38. | A Modified Confidence Set for the Structural Break Date in Linear Regression Models(Summer Workshop on Economic Theory) |
Holding date :
Presentation date : 2014.8.8 |
小樽商科大学 |
| 39. | On Structural Change and Forecast Performance Stability in Japanese Phillips Curve Models(Macroeconomics Workshop) |
Holding date :
Presentation date : 2014.6.5 |
The University of Tokyo |
| 40. | Testing for Factor Loading Structural Change under Common Breaks(The 10th International Symposium on Econometric Theory and Applications) |
Holding date :
Presentation date : 2014.5.29 |
台湾中央研究院 |
| 41. | Testing for Factor Loading Structural Change under Common Breaks(The Applied Statistics Workshop) |
Holding date :
Presentation date : 2014.5.2 |
The University of Tokyo |
| 42. | Testing for Factor Loading Structural Change under Common Breaks(Society for Nonlinear Dynamics and Econometrics 22nd Annual Symposium) |
Holding date :
Presentation date : 2014.4.17 |
ニューヨーク市立大学バルーク校 |
| 43. | *On Structural Change and Forecast Performance Stability in Japanese Phillips Curve(-) |
Holding date :
Presentation date : 2014.3.1 |
Hiroshima University of Economics, Japan |
| 44. | Testing for Factor Loading Structural Change Under Common Breaks(-) |
Holding date :
Presentation date : 2014.1.31 |
日本政策投資銀行 |
| 45. | Large Versus Small Foreign Exchange Interventions(-) |
Holding date :
Presentation date : 2014.1.30 |
政策研究大学院大学 |
| 46. | *時系列分析とパネルデータ分析の基礎と実践(社会制度と幸福感に関する研究会) |
Holding date :
Presentation date : 2013.12.7 |
同志社大学 |
| 47. | On Power Properties of Factor Loading Structural Change Tests under Common Breaks(-) |
Holding date :
Presentation date : 2013.10.1 |
Hiroshima University, Japan |
| 48. | On Power Properties of Factor Loading Structural Change Tests under Common Breaks(-) |
Holding date :
Presentation date : 2013.9.30 |
ボストン大学 |
| 49. | On Power Properties of Factor Loading Structural Change Tests under Common Breaks(Japanese Joint Statistical Meeting) |
Holding date :
Presentation date : 2013.9.8 |
Osaka University, Japan |
| 50. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society European Meeting) |
Holding date :
Presentation date : 2013.8.26 |
イエーテボリ大学，スウェーデン |
| 51. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society Asian Meeting) |
Holding date :
Presentation date : 2013.8.2 |
シンガポール国立大学 |
| 52. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(The 9th International Symposium on Econometric Theory and Applications) |
Holding date :
Presentation date : 2013.7.20 |
成均館大学，韓国 |
| 53. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society Australasian Meeting) |
Holding date :
Presentation date : 2013.7.9 |
シドニー大学，オーストラリア |
| 54. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(2013 Spring Meeting (Japanese Economic Association)) |
Holding date :
Presentation date : 2013.6.22 |
University of Toyama |
| 55. | On Power Properties of Factor Loading Structural Change Tests under Common Breaks(-) |
Holding date :
Presentation date : 2013.5.1 |
京都大学 |
| 56. | *Estimating and Testing Multiple Structural Changes in Linear Models by Band Spectral Regressions(Western Economic Association 10th Biennial Pacific Rim Conference) |
Holding date :
Presentation date : 2013.3.14 |
慶應大学 |
| 57. | *Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(International Conference "Frontiers in Macroeconometrics") |
Holding date :
Presentation date : 2013.3.1 |
一橋大学 |
| 58. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(-) |
Holding date :
Presentation date : 2013.1.12 |
Hitotsubashi University, Japan |
| 59. | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests(2012 Hitotsubashi-Sogan Conference on Econometrics) |
Holding date :
Presentation date : 2012.11.1 |
韓国 |
| 60. | Time Instability of the US monetary system: Multiple Break Tests and Reduced Rank TVP VAR(The 11th World Meeting of the International Society for Bayesian Analysis) |
Holding date :
Presentation date : 2012.6.25 |
京都 |
| 61. | *Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Spring Meeting (Japan Association for Applied Economics)) |
Holding date :
Presentation date : 2012.6.9 |
Fukuoka University, Japan |
| 62. | Estimating and Testing Multiple Structural Changes in Linear Models by Band Spectral Regressions(Canadian Econometric Study Group Meeting) |
Holding date :
Presentation date : 2011.10.21 |
ライアソン大学，カナダ・トロント市 |
| 63. | Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(2011 North American Summer Meeting of Econometric Society) |
Holding date :
Presentation date : 2011.6.9 |
セントルイス・ワシントン大学，セントルイス，アメリカ合衆国 |
| 64. | Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(The 5th CIREQ Time Series Conference) |
Holding date :
Presentation date : 2011.5.27 |
モントリオール大学，カナダ・モントリオール市 |
| 65. | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors(-) |
Holding date :
Presentation date : 2011.2.19 |
Hitotsubashi University, Japan |
| 66. | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors(-) |
Holding date :
Presentation date : 2010.12.26 |
Nagoya University, Japan |
| 67. | Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Canadian Econometric Study Group Meeting) |
Holding date :
Presentation date : 2010.10.1 |
ブリティッシュコロンビア大学，カナダ・バンクーバー市 |
Research Projects
| No. | Research subject | Research item(Awarding organization, System name) | Year |
|---|---|---|---|
| 1. | The construction of new uncertainty indicators and theoretical and econometric analysis of their impact on financial markets and the macroeconomy
|
Grant-in-Aid for Scientific Research (A)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2023.4 - 2028.3 |
| 2. | 動学的因子モデルにおける構造変化分析手法の開発と応用（研究代表者）
|
基盤研究(C)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2019.4 - 2022.3 |
| 3. | 新たなマクロ計量モデルの構築と大規模データを用いた経済予測への応用（研究分担者）
|
基盤研究(A)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2017.4 - 2020.3 |
| 4. | 構造変化分析の実用的発展に向けた研究（研究代表者）
|
国際共同研究加速基金(国際共同研究強化)
( System name: 科学研究費助成事業 ) |
2017.2 - 2019.3 |
| 5. | 動学的因子モデルを用いた経済政策の効果・リスク分析に対するアプローチ（研究代表者）
|
基盤研究(C)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2016.4 - 2019.3 |
| 6. | Enhancing the empirical applicability of structural change analysis in economic research(Fostering Joint International Research)
|
Fund for the Promotion of Joint International Research (Fostering Joint International Research)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2016 - 2018 |
| 7. | 市場のグローバル化と地域の政策対応に関する理論・実証研究（研究分担者）
|
基盤研究(A)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2013.4 - 2017.3 |
| 8. | 構造変化分析の実用的発展に向けた研究（研究代表者）
|
若手研究(B)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2013.4 - 2016.3 |
| 9. | 大規模パネル・データ・モデルの統計的分析手法の開発とその実証研究（研究分担者）
|
基盤研究(B)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2013.4 - 2016.3 |
| 10. | 将来性予測の安定性検定の脆弱性について（研究代表者）財団法人清明会による助成研究
|
( System name: 共同研究（国内共同研究） ) |
2012.12 - 2013.12 |
| 11. | Theoretical and empirical investigation of dynamic factor models
|
2012.4 - | |
| 12. | 金融工学からERMへ：基礎理論と実証に関する研究（研究分担者）
|
基盤研究(A)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2012.4 - 2016.3 |
